ESTIMATING THE COMPONENTS OF THE BID ASK SPREAD

• 成果类型: Article
• 署名作者: GLOSTEN, LR; HARRIS, LE
• 署名单位: University of Southern California
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(88)90034-7
• 发表日期: 1988
• 页码: 123-142